Autoliv Inc (ALV)

92.12 +0.22 (+0.24%) USD  |  NYSE  |  Dec 23, 16:00
92.12 0.00 (0.00%) After-Hours: 18:09
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Autoliv Max Drawdown (5Y): 63.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BorgWarner Inc 65.38%
Gentex Corp 35.99%
Cooper-Standard Holdings Inc 97.44%
Optec International Inc 100.00%
Solid Power Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.42
Beta (5Y) 1.588
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.79%
Historical Sharpe Ratio (5Y) 0.109
Historical Sortino (5Y) 0.1485
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.37%